Random central limit theorems for linear processes with weakly dependent innovations
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Cites work
- A central limit theorem for self-normalized sums of a linear process
- A central limit theorem with random indices for stationary linear processes
- A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
- A new weak dependence condition and applications to moment inequalities
- A note on the asymptotic normality of sample autocorrelations for a linear stationary sequence
- A random CLT for dependent random variables
- A study on moment inequalities under a weak dependence
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- An exponential inequality under weak dependence
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
- Asymptotics for linear processes
- CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: LP -APPROXIMABILITY VERSUS BROWNIAN MOTION
- Central limit theorem for linear processes
- Central limit theorem for stationary linear processes
- Coupling for \(\tau\)-dependent sequences and applications
- Functional estimation of a density under a new weak dependence condition
- Inference For Autocorrelations Under Weak Assumptions
- Martingale approximations for sums of stationary processes.
- Maximal moment inequality for partial sums of strong mixing sequences and application
- Moment inequalities for mixing sequences of random variables
- On linear processes with dependent innovations
- On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
- On the central limit theorem for the sum of a random number of independent random variables
- On the central limit theorem for the sum of a random number of independent random variables
- Parameter estimation for infinite variance fractional ARIMA
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Random central limit theorem for the linear process generated by a strong mixing process
- Random central limit theorems for martingales
- SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES
- Sample autocovariances of long-memory time series
- The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Weak dependence. With examples and applications.
- sequential estimation of the mean of a linear process
Cited in
(5)- The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences
- Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations
- The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
- Weak convergence for stationary bootstrap empirical processes of associated sequences
- Weak law of large numbers for linear processes
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